CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2997 |
1.3038 |
0.0041 |
0.3% |
1.2765 |
| High |
1.3057 |
1.3125 |
0.0068 |
0.5% |
1.2951 |
| Low |
1.2978 |
1.3015 |
0.0037 |
0.3% |
1.2753 |
| Close |
1.3035 |
1.3110 |
0.0075 |
0.6% |
1.2948 |
| Range |
0.0079 |
0.0110 |
0.0031 |
39.2% |
0.0198 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
3.4% |
0.0000 |
| Volume |
117,174 |
128,743 |
11,569 |
9.9% |
400,670 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3413 |
1.3372 |
1.3171 |
|
| R3 |
1.3303 |
1.3262 |
1.3140 |
|
| R2 |
1.3193 |
1.3193 |
1.3130 |
|
| R1 |
1.3152 |
1.3152 |
1.3120 |
1.3173 |
| PP |
1.3083 |
1.3083 |
1.3083 |
1.3094 |
| S1 |
1.3042 |
1.3042 |
1.3100 |
1.3063 |
| S2 |
1.2973 |
1.2973 |
1.3090 |
|
| S3 |
1.2863 |
1.2932 |
1.3080 |
|
| S4 |
1.2753 |
1.2822 |
1.3050 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3478 |
1.3411 |
1.3057 |
|
| R3 |
1.3280 |
1.3213 |
1.3002 |
|
| R2 |
1.3082 |
1.3082 |
1.2984 |
|
| R1 |
1.3015 |
1.3015 |
1.2966 |
1.3049 |
| PP |
1.2884 |
1.2884 |
1.2884 |
1.2901 |
| S1 |
1.2817 |
1.2817 |
1.2930 |
1.2851 |
| S2 |
1.2686 |
1.2686 |
1.2912 |
|
| S3 |
1.2488 |
1.2619 |
1.2894 |
|
| S4 |
1.2290 |
1.2421 |
1.2839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3125 |
1.2804 |
0.0321 |
2.4% |
0.0083 |
0.6% |
95% |
True |
False |
103,715 |
| 10 |
1.3125 |
1.2670 |
0.0455 |
3.5% |
0.0076 |
0.6% |
97% |
True |
False |
91,497 |
| 20 |
1.3125 |
1.2670 |
0.0455 |
3.5% |
0.0080 |
0.6% |
97% |
True |
False |
108,953 |
| 40 |
1.3125 |
1.2620 |
0.0505 |
3.9% |
0.0073 |
0.6% |
97% |
True |
False |
104,928 |
| 60 |
1.3125 |
1.2620 |
0.0505 |
3.9% |
0.0072 |
0.5% |
97% |
True |
False |
89,782 |
| 80 |
1.3125 |
1.2460 |
0.0665 |
5.1% |
0.0068 |
0.5% |
98% |
True |
False |
67,497 |
| 100 |
1.3125 |
1.2326 |
0.0799 |
6.1% |
0.0067 |
0.5% |
98% |
True |
False |
54,026 |
| 120 |
1.3125 |
1.2326 |
0.0799 |
6.1% |
0.0064 |
0.5% |
98% |
True |
False |
45,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3593 |
|
2.618 |
1.3413 |
|
1.618 |
1.3303 |
|
1.000 |
1.3235 |
|
0.618 |
1.3193 |
|
HIGH |
1.3125 |
|
0.618 |
1.3083 |
|
0.500 |
1.3070 |
|
0.382 |
1.3057 |
|
LOW |
1.3015 |
|
0.618 |
1.2947 |
|
1.000 |
1.2905 |
|
1.618 |
1.2837 |
|
2.618 |
1.2727 |
|
4.250 |
1.2548 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3097 |
1.3085 |
| PP |
1.3083 |
1.3060 |
| S1 |
1.3070 |
1.3035 |
|